Question: Let fCov (X, Y) = E[XY]- E[X]E[Y] Cov (X , Y) p ( X , Y ) = Var (X) Var (Y) where expectation of
Let
![Let \fCov (X, Y) = E[XY]- E[X]E[Y] Cov (X , Y) p](https://s3.amazonaws.com/si.experts.images/answers/2024/07/6686f688456ad_9686686f688237a5.jpg)


![]= g(x) (x) dx X](https://s3.amazonaws.com/si.experts.images/answers/2024/07/6686f689244fc_9696686f689141e8.jpg)
\fCov (X, Y) = E[XY]- E[X]E[Y] Cov (X , Y) p ( X , Y ) = Var (X) Var (Y) where expectation of any function of random variable X is given by: Els (X) ]= g(x) (x) dx X
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